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ANANDADEEP MANDAL

Adjunct Faculty


Education

  • PhD, Cranfield School of Management, Cranfield University, UK (2012-2015)
  • Master of Research, Cranfield School of Management, Cranfield University, UK (2011-2012)
  • Master of Science, Durham University, UK (Under Dean’s Scholarship) (2007-2008)
  • Master in Business Administration, India (2004-2006)
  • Bachelor of Engineering, India (1999-2003)
SUBJECT TAUGHT / STUDENT PROJECT MENTOR
  • Fixed Income Securities

EXPERIENCE

Academic Experience

  • Adjunct Faculty at SP Jain School of Global Management, Sydney (2015 – Present)
  • Academic Lead (Program Head – Accounting, Finance & Economics), University of Derby, UK (2015 – Present)
  • Visiting Faculty at Buckingham Business School, Buckingham University, UK (2012 – Present) and Manchester Business School, University of Manchester, UK (2012 – Present)
  • Assistant to Course Coordinator at Cranfield School of Management, Cranfield University, UK (2012 – 2015)

Referred Journal Publications

  • “What Drives Asymmetric Dependence Structure of Multi-Asset Return Comovements?”, International Review of Financial Analysis, 2016 (along with Prof Poshakwale)
  • “Investor Behavior and Herding: Evidence from The National Stock Exchange in India”, Journal of Emerging Market Finance, 13(2), 1-20, 2014 (along with Prof Poshakwale)
  • “The Cult of Mathematical Modelling in Financial Markets: Was the Gaussian Copula to Blame for the Crisis?”, Economic Affairs, 34 (1), 2014
  • “The effects of OPEC conference announcements on oil prices”, European Journal of Economics, Finance and Administrative Science, 60 (2013), 1-18.

Accepted Papers in Peer-Reviewed International Conferences

  • 2016 Commodity Markets Conference, June 3-4, 2016, Hannover, Germany, “What Drives Asymmetric Dependence Structure of Gold and other Financial Asset Return Comovements?”
  • 23rd Annual Global Finance Conference in Fresno, California, USA, April 21-23, 2016, “Forecasting Asymmetric Comovements of Multi-asset Returns during different Economic Regimes”
  • World Finance Conference 2015, July 22-24, 2015, Buenos Aires, Argentina, “Determinants of Asymmetric Return Comovements of Gold and other Financial Assets”
  • International Conference of the Financial Engineering and Banking Society 2014, June 21-23, 2014, University of Surrey, UK, “What drives Asset Return Comovements?”
  • International Congress of Mathematicians 2014, August 13-21, 2014, Seoul, South Korea, “Probabilistic Prediction of Dependence Structure”
  • Multinational Financial Conference 2014, April 4-5, 2014, Larnaca, Cyprus, “What drives International Market Linkages?”
  • World Finance Conference 2012, July 2-4, 2012, Rio de Janeiro, Brazil, “Hedging Effectiveness of Stock Index Futures contract in the Indian Derivative Markets”
  • IEEE Computational Intelligence for Financial Engineering and Economics 2012, New York, USA, “Iterative solvers for portfolio optimisation”
  • Annual International Conference on Accounting and Finance 2011, May 23-24, 2011, Singapore, “Hedging Effectiveness of Stock Index Futures Contract in the Indian Derivative Markets”
  • Annual International Conference on Qualitative and Quantitative Economics, May 23-24, 2011, Singapore, "Energy Economics: Programming Advection-Diffusion Equations”
  • Global Finance Conference 2011, April 3-5, 2011, Bangkok, Thailand, "Explicit Time Discretization Programming Approach to Risk Modeling"
  • International Conference on Banking and Finance Perspectives (ICBFP 2011), April 13-15, 2011, Famagusta, North Cyprus, “Examining Performance of Banks in India: Post Transition Period”
  • Indian Education Society’s International Finance Conference 2011, January 10, 2011, Mumbai, India, “Explicit Time Discretization Programming Approach To Risk Modeling”
  • 10th International Conference on Emerging Global Trends & Future Challenges in Economic Development, Accounting & Finance, Information & Communication Technology, Business and Management, Jaipur, India, January 22-23, 2011, “Examining Performance of Banks in India: Post Transition Period”
  • 2nd IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence (ICADABAI 2011), IIM Ahmedabad, India, January 8-9, 2011, “Modelling of Surface Air Temperature and Pricing of Weather Derivatives”
  • The 15th Asian Technology Conference in Mathematics (ATCM 2010), December 17-21, 2010, University of Malaya, Kuala Lumpur, Malaysia, “Iterative Solvers for Portfolio Optimization”
  • International Conference on Applied Statistics and Financial Mathematics (ASFM 2010), December 16-18, 2010, Hong Kong Polytechnic University, Hong Kong, “Explicit Time Discretization Programming Approach To Risk Modeling”
  • International Conference on Business & Economics, September 30 – October 1, 2010, KIIT University, India, “Energy Economics: Programming Advection-Diffusion Equation”
  • International Financial Conference, January 9-12, 2011, IIM Calcutta, “Modeling Stock Price Trajectory Through Wavelet Series”
  • International Financial Conference, January 9-12, 2011, IIM Calcutta, “Explicit Discretization Programming Approach to Capital Asset Pricing Model”
  • International Conference on Applied Mathematics, Mechanics and Physics Engineering, Paris, France, October 27-29, 2010, “Iterative Solvers for Portfolio Optimization”
  • Mathematics in Science and Technology, Satellite Conference of International Congress of Mathematicians 2010, New Delhi, India, “Application of Ornstein-Uhlenbeck model in time-series data”
  • Conference on Special Functions & their Applications 2010, Gwalior, India, “Application of econometrics in asset pricing”
  • International Congress of Mathematicians 2010, Hyderabad, India, “Modeling of Surface Air Temperature and asset pricing”
  • World Academy of Science, Engineering and Technology – 2009, Paris, France, “Pricing Mechanism of Derivatives”
  • Quantitative Methods in Finance – 2009, University of Technology Sydney, Australia, “Modeling of Surface air temperature and pricing of weather derivatives”
  • Global Financial Conference (GFC) 2007 – Melbourne, Australia, “DEA approach to Banking Efficiency Evaluation: The case of India”
  • European Financial Association (EFA) 2007 – Slovenia, “Efficiency Evaluation of Banking Sector: Assessing India’s Liberalization Policy”

Books Authored

  • “Performance Evaluation of Banks in India: Post Transition Period”, LAP LAMBERT Academic Publishing GmbH & Co. Germany (January 2011) ISBN (978-3-8433-0293-6)
  • “Pricing of Weather Derivatives”, LAP LAMBERT Academic Publishing GmbH & Co. Germany (January 2011) ISBN (978-3-8433-8341-7)